Trading Metrics calculated at close of trading on 25-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2021 |
25-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
1,870.1 |
1,855.3 |
-14.8 |
-0.8% |
1,828.8 |
High |
1,870.8 |
1,867.4 |
-3.4 |
-0.2% |
1,874.6 |
Low |
1,836.3 |
1,846.2 |
9.9 |
0.5% |
1,800.8 |
Close |
1,856.2 |
1,855.2 |
-1.0 |
-0.1% |
1,856.2 |
Range |
34.5 |
21.2 |
-13.3 |
-38.6% |
73.8 |
ATR |
33.2 |
32.3 |
-0.9 |
-2.6% |
0.0 |
Volume |
249,715 |
211,978 |
-37,737 |
-15.1% |
1,052,637 |
|
Daily Pivots for day following 25-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,919.9 |
1,908.7 |
1,866.9 |
|
R3 |
1,898.7 |
1,887.5 |
1,861.0 |
|
R2 |
1,877.5 |
1,877.5 |
1,859.1 |
|
R1 |
1,866.3 |
1,866.3 |
1,857.1 |
1,861.3 |
PP |
1,856.3 |
1,856.3 |
1,856.3 |
1,853.8 |
S1 |
1,845.1 |
1,845.1 |
1,853.3 |
1,840.1 |
S2 |
1,835.1 |
1,835.1 |
1,851.3 |
|
S3 |
1,813.9 |
1,823.9 |
1,849.4 |
|
S4 |
1,792.7 |
1,802.7 |
1,843.5 |
|
|
Weekly Pivots for week ending 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,065.3 |
2,034.5 |
1,896.8 |
|
R3 |
1,991.5 |
1,960.7 |
1,876.5 |
|
R2 |
1,917.7 |
1,917.7 |
1,869.7 |
|
R1 |
1,886.9 |
1,886.9 |
1,863.0 |
1,902.3 |
PP |
1,843.9 |
1,843.9 |
1,843.9 |
1,851.6 |
S1 |
1,813.1 |
1,813.1 |
1,849.4 |
1,828.5 |
S2 |
1,770.1 |
1,770.1 |
1,842.7 |
|
S3 |
1,696.3 |
1,739.3 |
1,835.9 |
|
S4 |
1,622.5 |
1,665.5 |
1,815.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,874.6 |
1,800.8 |
73.8 |
4.0% |
31.6 |
1.7% |
74% |
False |
False |
252,923 |
10 |
1,874.6 |
1,800.8 |
73.8 |
4.0% |
31.2 |
1.7% |
74% |
False |
False |
248,838 |
20 |
1,962.5 |
1,800.8 |
161.7 |
8.7% |
32.1 |
1.7% |
34% |
False |
False |
233,675 |
40 |
1,962.5 |
1,767.2 |
195.3 |
10.5% |
30.7 |
1.7% |
45% |
False |
False |
211,431 |
60 |
1,973.3 |
1,767.2 |
206.1 |
11.1% |
31.8 |
1.7% |
43% |
False |
False |
154,620 |
80 |
1,973.3 |
1,767.2 |
206.1 |
11.1% |
30.4 |
1.6% |
43% |
False |
False |
117,071 |
100 |
2,008.2 |
1,767.2 |
241.0 |
13.0% |
30.6 |
1.7% |
37% |
False |
False |
94,215 |
120 |
2,099.2 |
1,767.2 |
332.0 |
17.9% |
34.2 |
1.8% |
27% |
False |
False |
79,155 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,957.5 |
2.618 |
1,922.9 |
1.618 |
1,901.7 |
1.000 |
1,888.6 |
0.618 |
1,880.5 |
HIGH |
1,867.4 |
0.618 |
1,859.3 |
0.500 |
1,856.8 |
0.382 |
1,854.3 |
LOW |
1,846.2 |
0.618 |
1,833.1 |
1.000 |
1,825.0 |
1.618 |
1,811.9 |
2.618 |
1,790.7 |
4.250 |
1,756.1 |
|
|
Fisher Pivots for day following 25-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
1,856.8 |
1,855.5 |
PP |
1,856.3 |
1,855.4 |
S1 |
1,855.7 |
1,855.3 |
|